A measure of loss in the time value of an option (or an option portfolio) as a result of the...
A risk measure for options which is computed by relating an option's modified theta to its gamma: Modified alpha =...
This website uses cookies so that we can provide you with the best user experience possible. Cookie information is stored in your browser and performs functions such as recognising you when you return to our website and helping our team to understand which sections of the website you find most interesting and useful.